+1,315.3%
AMAT vs WWD
+494.7%
+820.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.9% | +6.5% | +8.7% |
| 7D | -1.1% | +4.2% | -5.2% | -2.7% |
| 30D | -26.9% | -0.8% | -26.1% | -26.2% |
| 3M | -31.2% | -8.2% | -23.0% | -27.7% |
| 6M | -14.7% | -9.8% | -4.9% | -9.9% |
| YTD | +44.7% | +10.4% | +34.3% | +36.3% |
| 1Y | +62.0% | +25.5% | +36.5% | +41.9% |
| 3Y | +165.0% | +155.8% | +9.2% | +57.6% |
| 5Y | +147.1% | +187.3% | -40.2% | +36.1% |
| 10Y | +1,315.3% | +462.7% | +852.6% | +467.6% |
| All | +1,315.3% | +494.7% | +820.6% | +467.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling